The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Options on the minimum or the maximum of two risky assets
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Citations
Cites
Handbook of Mathematical Functions
McQuarrie, D. A. (1966) · American Journal of Physics · doi:10.1119/1.1972842 · Cited by 40,433
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
(1972) · Cited by 17,806
Determinants of corporate borrowing
Myers, S. C. (1977) · Journal of Financial Economics · doi:10.1016/0304-405x(77)90015-0 · Cited by 13,169
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
A Theory of the Term Structure of Interest Rates
Cox, J. C., Ingersoll, J. E., & Ross, S. A. (1985) · Econometrica · doi:10.2307/1911242 · Cited by 8,271
Theory of Rational Option Pricing
Merton, R. C. (2019) · World Scientific Reference on Contingent Claims Analysis in Corporate Finance · doi:10.1142/9789814759588_0002 · Cited by 7,948
Handbook of Mathematical Functions.
Florentin, J. J., Abramowitz, M., & Stegun, I. A. (1966) · The American Mathematical Monthly · doi:10.2307/2314682 · Cited by 7,560
Theory of rational option pricing
Merton, R. C. (2005) · Theory of Valuation · doi:10.1142/9789812701022_0008 · Cited by 7,161
Optimum consumption and portfolio rules in a continuous-time model
Merton, R. C. (1971) · Journal of Economic Theory · doi:10.1016/0022-0531(71)90038-x · Cited by 5,958
Cited by
Monte Carlo methods for security pricing
Boyle, P., Broadie, M., & Glasserman, P. (1997) · Journal of Economic Dynamics and Control · doi:10.1016/s0165-1889(97)00028-6 · Cited by 854
Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
Basak, S., & Shapiro, A. (2001) · Review of Financial Studies · doi:10.1093/rfs/14.2.371 · Cited by 832
Stulz, R., & Johnson, H. (1985) · Journal of Financial Economics · doi:10.1016/0304-405x(85)90024-8 · Cited by 656
Self-citationInvestor valuation of the abandonment option
Berger, P. G., Ofek, E., & Swary, I. (1996) · Journal of Financial Economics · doi:10.1016/0304-405x(96)00877-x · Cited by 641
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS
Merton, R. C., & Perold, A. (1993) · Journal of Applied Corporate Finance · doi:10.1111/j.1745-6622.1993.tb00231.x · Cited by 349
Metadata
- Authors
- Stulz, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1982-07
- Volume
- 10
- Issue
- 2
- Pages
- 161-185
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W1552108148
- Cited by
- 552
- References
- 23
- FWCI
- 17.53
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: Options on the minimum or the maximum of two risky assets. https://app.cochat.ai/papers/10.1016/0304-405x(82)90011-3
- The paper
- Stulz, R. (1982). Options on the minimum or the maximum of two risky assets. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(82)90011-3
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
